TQSIX vs. VSTCX
Compare and contrast key facts about T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (TQSIX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX).
TQSIX is managed by T. Rowe Price. It was launched on Feb 26, 2016. VSTCX is managed by Vanguard. It was launched on Apr 24, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TQSIX or VSTCX.
Key characteristics
| TQSIX | VSTCX | |
|---|---|---|
| YTD Return | 24.31% | 22.85% |
| 1Y Return | 46.00% | 48.37% |
| 3Y Return (Ann) | 9.31% | 8.24% |
| 5Y Return (Ann) | 13.54% | 14.48% |
| Sharpe Ratio | 2.60 | 2.25 |
| Sortino Ratio | 3.62 | 3.23 |
| Omega Ratio | 1.46 | 1.40 |
| Calmar Ratio | 4.12 | 3.12 |
| Martin Ratio | 17.15 | 13.78 |
| Ulcer Index | 2.59% | 3.35% |
| Daily Std Dev | 17.11% | 20.57% |
| Max Drawdown | -40.65% | -62.50% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TQSIX and VSTCX is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
TQSIX vs. VSTCX - Performance Comparison
In the year-to-date period, TQSIX achieves a 24.31% return, which is significantly higher than VSTCX's 22.85% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TQSIX vs. VSTCX - Expense Ratio Comparison
TQSIX has a 0.68% expense ratio, which is higher than VSTCX's 0.26% expense ratio.
Risk-Adjusted Performance
TQSIX vs. VSTCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (TQSIX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
TQSIX vs. VSTCX - Dividend Comparison
TQSIX's dividend yield for the trailing twelve months is around 0.57%, less than VSTCX's 0.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TQSIX T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund | 0.57% | 0.71% | 0.79% | 0.47% | 0.34% | 0.50% | 0.64% | 0.49% | 0.64% | 0.00% | 0.00% | 0.00% |
VSTCX Vanguard Strategic Small-Cap Equity Fund | 0.95% | 1.16% | 1.16% | 1.30% | 1.24% | 1.19% | 1.34% | 1.11% | 1.35% | 1.17% | 0.80% | 0.77% |
Drawdowns
TQSIX vs. VSTCX - Drawdown Comparison
The maximum TQSIX drawdown since its inception was -40.65%, smaller than the maximum VSTCX drawdown of -62.50%. Use the drawdown chart below to compare losses from any high point for TQSIX and VSTCX. For additional features, visit the drawdowns tool.
Volatility
TQSIX vs. VSTCX - Volatility Comparison
The current volatility for T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (TQSIX) is 5.37%, while Vanguard Strategic Small-Cap Equity Fund (VSTCX) has a volatility of 6.72%. This indicates that TQSIX experiences smaller price fluctuations and is considered to be less risky than VSTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.